github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Index option chain backwards compatibility (#8395)
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
API Tests / build (push) Has been cancelled

Browse Source 
* Fix option universe

Set right time using exchange time zone when reading.
Remove OptionUniverse market hours hack in GetEntry extension method.

* Minor change
This commit is contained in:
Jhonathan Abreu
2024-11-15 17:30:44 -04:00
committed by GitHub
parent f7b012aa11
commit fa1ef4f763
14 changed files with 46 additions and 38 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.py
+1 -1
View File
@@ -27,6 +27,6 @@ class OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm(OptionPric
# BaroneAdesiWhaley model does not support European style options
option.price_model = OptionPriceModels.barone_adesi_whaley()
self.set_warmup(7, Resolution.DAILY)
self.set_warmup(8, Resolution.DAILY)
self.init(option, option_style_is_supported=False)